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Batch, Stochastic and Mini-Batch Gradient Descent

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Batch, stochastic and mini-batch: three ways to traverse the data.

Batch gradient descent uses all the data at each step, the stochastic version uses a single sample and mini-batch picks an intermediate group, usually 32 to 256 examples. This guide compares the three variants, their cost, their noise and why mini-batch has become the standard for training modern networks.

Video transcript
  1. 0:01 Full-batch descent uses all the data on every step:
  2. 0:04 a smooth path, but each step is expensive.
  3. 0:08 SGD uses a single sample and moves with a lot of noise.
  4. 0:12 Mini-batch sits in between.

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